+284.1%
SWKS vs PSX
+1,100.3%
-816.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.8% | -0.2% |
| 7D | -9.2% | -9.7% | +0.5% | -5.6% |
| 30D | -1.9% | -8.4% | +6.5% | +1.0% |
| 3M | +21.2% | +22.6% | -1.4% | +11.1% |
| 6M | +12.9% | +38.8% | -25.9% | -1.8% |
| YTD | +30.7% | +95.5% | -64.7% | -1.3% |
| 1Y | +14.1% | +87.1% | -73.0% | -12.5% |
| 3Y | -1.7% | +133.5% | -135.2% | -31.7% |
| 5Y | -43.0% | +280.9% | -323.9% | -68.3% |
| 10Y | +34.3% | +356.6% | -322.3% | -37.4% |
| All | +284.1% | +1,100.3% | -816.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling